+189.5%
LQD vs CAH
+831.8%
-642.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | 0.0% | -2.2% | +2.2% | 0.0% |
| 30D | -0.2% | +1.2% | -1.4% | -0.2% |
| 3M | -1.7% | +13.1% | -14.8% | -1.9% |
| 6M | -2.7% | +8.5% | -11.2% | -2.8% |
| YTD | -1.4% | +17.6% | -19.0% | -1.7% |
| 1Y | -1.0% | +60.7% | -61.7% | -1.7% |
| 3Y | +15.1% | +183.2% | -168.1% | +13.2% |
| 5Y | -5.2% | +402.2% | -407.4% | -7.5% |
| 10Y | +23.3% | +302.3% | -279.0% | +20.0% |
| All | +189.5% | +831.8% | -642.3% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling